Found 26 Documents (Results 1–26)
Analysis and optimization of certain parallel Monte Carlo methods in the low temperature limit. (English) Zbl 1484.60030
Many-server asymptotics for join-the-shortest-queue: large deviations and rare events. (English) Zbl 1477.60053
Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence. (English) Zbl 1476.60056
A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms. (English) Zbl 1397.65015
Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation. (English) Zbl 1347.60019
Analysis of a splitting estimator for rare event probabilities in Jackson networks. (English) Zbl 1291.60150
MSC:
60J22
Martin boundary of a reflected random walk on a half-space. (English) Zbl 1205.60140
Reviewer: Ion C. Vladimirescu (Craiova)
Large deviations analysis for distributed algorithms in an ergodic Markovian environment. (English) Zbl 1186.60021
Reviewer: Nicko G. Gamkrelidze (Moskva)
Functional continuity and large deviations for the behavior of single-class queueing networks. (English) Zbl 1166.90331
Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation. (English) Zbl 1144.93031
Large deviations without principle: join the shortest queue. (English) Zbl 1084.60058
Reviewer: Oleg K. Zakusilo (Kyïv)
Large deviations for processes with discontinuous statistics. (English) Zbl 1087.60024
Reviewer: Anatoli Mogulskij (Novosibirsk)
Large deviations of a modified Jackson network: stability and rough asymptotics. (English) Zbl 1063.60134
Sample path large deviations and convergence parameters. (English) Zbl 1025.60011
Reviewer: Anatoli Mogulskij (Novosibirsk)
Large deviation of diffusion processes with discontinuous drift and their occupation times. (English) Zbl 1044.60065
Large deviations and queueing networks: Methods for rate function identification. (English) Zbl 0996.60036
On large deviations in load sharing networks. (English) Zbl 0938.60097
Reviewer: H.Wegmann (Darmstadt)
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